Fin matters

All that matters in finance and risk management

Author

Gregor Schönemann

Clearing members as one-stop shops – More connections, more risk

Moving from decentralized financial markets to central clearing has a systemic consequence. Central Clearing Counterparties (CCPs) become central “nodes” in the market participant network. If clearing members are only connected to the CCP via clearing, CCP risk management can focus… Continue Reading →

The January Effect

The first month of the new year is almost over, and it’s time for the market anomaly of the month. Following the Santa Claus rally post, we now focus on the “January effect”: positive abnormal returns in January. 3 Reasons… Continue Reading →

The Santa Claus Stock Rally – Fact or Fiction?

As we approach the holidays, stock market reports increasingly contain the terms “Santa Claus rally” or “end of year rally”. Both expressions refer to the same effect. Supposedly, stock returns during the last trading days of the year exceed those… Continue Reading →

How to win the World Cup

The football world cup is in its final stage and everyone is wondering: Who is going to win the trophy? Especially when you’ve participated in a betting pool, you would like to find criteria on which team to bet. Econometric… Continue Reading →

Are You on the Guest List? Conferences as Private Parties

Are conferences private parties, and is it worth the effort to break in? In this post, we discussed the relation between attending the right conference and subsequent publication success. Recall that attending prestigious conferences improves the likelihood of publication in… Continue Reading →

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